A note on the local convergence of a predictor-corrector interior-point algorithm for the semidefinite linear complementarity problem based on the Alizadeh-Haeberly-Overton search direction

Zhaosong Lu, Renato D.C. Monteiro

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

This note points out an error in the local quadratic convergence proof of the predictor-corrector interior-point algorithm for solving the semidefinite linear complementarity problem based on the Alizadeh-Haeberly-Overton search direction presented in [M. Kojima, M. Shida, and S. Shindoh, SIAM J. Optim., 9 (1999), pp. 444-465]. Their algorithm is slightly modified and the local quadratic convergence of the resulting method is established.

Original languageEnglish (US)
Pages (from-to)1147-1154
Number of pages8
JournalSIAM Journal on Optimization
Volume15
Issue number4
DOIs
StatePublished - 2005

Keywords

  • Interior-point algorithm
  • Local quadratic convergence
  • Predictor-corrector algorithm
  • Semidefinite linear complementarity problem
  • Semidefinite programming

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